FBX export: object pivot is set to center of the scene
So I found the correct answer myself: if you use File -&gt; Import Into Level instead of the expected normal Import function, then the import process is a bit different.
It will automatically create Blueprint for you with the root pivot still at the bottom center at 0,0,0 but now every object in there will have its own original pivot as seen in Blender...and that's it!